Manager - Market Risk (Quant)

Our client is looking for a Quantitative Analyst to join the Market Risk and Derivatives Pricing team within their London office with hybrid working. You would be leading a series of regulatory and risk modelling projects including Derivative Pricing, Market Risk and CVA. To be successful in the role you will have a strong quantitative academic and technical background, a creative approach to work and effective communication skills. You will use your quantitative modelling skills on a range of projects; Model validation and testing of derivative pricing models covering equity, rates, FX, commodities asset classes; working with Front Office quants to create testing plan Model build and validation of VAR, stressed VAR and IRC FRTB and IBOR modelling Qualifications and Experience Required: Strong quantitative academic background (such as Computational Finance, Mathematics, Engineering, Statistics, or Physics), a PhD or Masters preferred Professional Qualification e.g. CQF / CFA/ FRM / PRM is advantageous Modelling background, including experience in model development and model validation of derivative products pricing, market risk and CVA models Significant experience in the application and justification of statistical and numerical techniques and principles of the theory of probability Strong experience in any of the following software development environments: Python/Java /C++ / SQL/R/.NET Good understanding of Derivative Pricing, Market and CVA methodologies used for the trading, risk management and ideally calculation of regulatory capital requirements Experience in FRTB or IBOR transition would be preferred Confident and credible communicator with good technical knowledge and commercial understanding Please find further job openings from Campion Pickworth at https://campionpickworth.com/vacancies/